Nielsen, Bent; Caceres, Carlos - Department of Economics, Oxford University - 2007
In this paper we present a general result concerning the convergence to stochastic integrals with non-linear integrands. The key finding represents a generalization of Chan and Wei`s (1988) Theorem 2.4. and that of Ibragimov and Phillips` (2004) Theorem 8.2. This result is necessary for...